BNP Paribas Call 7.2 NWL 20.12.2024
/ DE000PC21EF6
BNP Paribas Call 7.2 NWL 20.12.20.../ DE000PC21EF6 /
| 03/09/2024 08:47:24 |
Chg.-0.020 |
Bid11:10:23 |
Ask11:10:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-3.13% |
0.620
Bid Size: 17,400 |
0.720
Ask Size: 17,400 |
Newell Brands Inc |
7.20 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC21EF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.20 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.57 |
| Parity: |
-0.10 |
| Time value: |
0.69 |
| Break-even: |
7.20 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
7.81% |
| Delta: |
0.55 |
| Theta: |
0.00 |
| Omega: |
5.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
-60.26% |
| 3 Months |
|
|
-51.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.640 |
| 1M High / 1M Low: |
1.410 |
0.620 |
| 6M High / 6M Low: |
2.040 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.21% |
| Volatility 6M: |
|
525.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
